Comments on "On the identification of variances and adaptive Kalman filtering"
- 1 December 1972
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Automatic Control
- Vol. 17 (6) , 843-845
- https://doi.org/10.1109/TAC.1972.1100153
Abstract
It has been found that a modification is required in the test proposed in a paper by Mehra. The purpose of this test is to tell whether or not identification is complete. This modification is described and an example showing the need for the modification is given.Keywords
This publication has 1 reference indexed in Scilit:
- On the inversion of a particular matrixIEEE Transactions on Automatic Control, 1972